Scrape the seeds from the vanilla pod, cut the butter into small cubes and place in a bowl. Sieve the flour and sugar and rub together with the tips of your fingers until the mixture resembles breadcrumbs. Add the water and egg and bring the mix together until it forms a ball. Knead with the palm of your hand until the dough begins to come together, wrap in cling film and rest in the fridge for at least 30 minutes.
Remove from the fridge and roll out in between 2 sheets of cling film until around 5mm thick. Cut out small circles using a ring cutter, around the size of a 50 pence piece or slightly larger. Take half of the circles and using an even smaller cutter cut hole in the middle.
Transfer both the discs onto a non stick mat and refrigerate for 5 minutes before baking for 8 minutes. They will be soft to touch when you remove them from the oven, but they will firm up.
When the biscuits are perfectly cooled, dollop a spoonful of jam onto the underside of half the biscuits, then sandwich with the other half.
«I prefer to use strawberry jam for this recipe but try experimenting with raspberry, blackcurrant or even apricot jam.»